courses taught: 

  • Math 125: Elements of Calculus

An introduction to mathematical modeling and the use of differential calculus. Topics include: analysis and manipulation of elementary functions, including trigonometric, exponential, and logarithmic functions; the differential calculus of such functions; and optimization. An ongoing emphasis will be the use of elementary functions as well as the differential calculus to model phenomena in the natural, social and life sciences. Not open to students who have credit for Mathematics 161. Prerequisite: Two years of high school algebra.
[Course Syllabus]

  • Math 161: Calculus I

The sequence Mathematics 161, 162, 263 provides and introduction to calculus for students of mathematics, engineering, and the sciences. Iopics include limits, derivatives, techniques of differentiation, definite integrals, the Fundamental Theorem of Calculus, and applications of derivatives and integrals. Prerequisite: High school trigonometry.

[Course Syllabus]

  • Math 162: Calculus II

A continuation of Mathematics 161. Topics include techniques and applications of integration, introduction to differential equations, parametric curves and polar coordinates, infinite series and Taylor approximation. Prerequisite: A grade of C- or better in Mathematics 161 or 165.

[Course Syllabus]

  • Math 186: Applied Statistics

An introductory course emphasizing standard methods and reasoning used in analyzing data. Topics include exploratory data analysis, design of experiments, least squares analysis, probability, sampling distributions and methods of inferential statistics. Includes an introduction to a statistical computing package. Not open to students who have credit for Psychology 120. Prerequisite: Mathematics 125 or 161, or permission of instructor.

[Course Syllabus]

  • Math 263: Calculus III

A continuation of Mathematics 162. Topics include vector algebra, vector calculus, partial derivatives, gradients and directional derivatives, tangent planes, the chain rule, multiple integrals and line integrals. Prerequisite: A grade of C- or better in Mathematics 162 or 166.

[Course Syllabus]

  • Math 335: Probability

A development of basic probability theory including the axioms, random variables, expected value, the law of large numbers and the central limit theorem. Additional topics include distribution functions and generating functions. Prerequisite: Mathematics 263. Offered in fall semester.
[Course Syllabus]

  • Math 336: Mathematical Statistics

A mathematical development of fundamental results and techniques in statistics. Topics include estimation, sampling distributions, hypothesis testing, correlation and regression. Prerequisite: Mathematics 335. Offered in spring semester.

[Course Syllabus]

  • Econ 324: Options and Futures

This course examines the practices and principal theories of major options and futures markets. Special emphasis is placed on the role of derivative securities in facilitating risk management. Prerequisite: E&B 321.

[Course Syllabus]

  •  Math347: Financial Mathematics

Prerequisites: Math 335, Econ 101, Math 272 or 300 or permission of the instructor

This course provides a wide range of topics in Mathematical Finance.  The course will discuss continuous time models: Brownian motion model for stock price, Black Schole model for options, Ho-Lee, Visicek and other interest rate models.  Also, we will briefly discuss derivatives such as swaps, credit derivatives.  We will experience all different kinds of financial derivative products and understand the mathematical price models behind them. We get familiar with the numerical tools such as EXCEL spreadsheets and Mont-Carlo simulations by Mathematica through projects.

(This course has been offered  as Math 372 01: Mathematical Seminar: Financial Mathematics in Spring 2005, Math 373 01:Special topics course: Financial Mathematics in Fall 2006 and Math 373 01:Special topics course: Financial Mathematics in Fall 2010)

[Course Syllabus]


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